FIX 4.3 : Cross Order Cancel Request <u> message

Structure | Related Messages

Description

Used to fully cancel the remaining open quantity of a cross order.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = u
37 OrderID N

Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).

548 CrossID Y

CrossID <548> for the replacement order

551 OrigCrossID Y

Must match the CrossID <548> of previous cross order. Same order chaining mechanism as ClOrdID <11>/OrigClOrdID <41> with single order Cancel/Replace.

549 CrossType Y
550 CrossPrioritization Y
552 NoSides Y

Must be 1 or 2

=> 54 Side Y
=> 41 OrigClOrdID Y
=> 11 ClOrdID Y

Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.

=> 526 SecondaryClOrdID N
=> 583 ClOrdLinkID N
=> 586 OrigOrdModTime N
=> Component Block - <Parties> N

Insert here the set of "<Parties>" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 229 TradeOriginationDate N
=> Component Block - <OrderQtyData> Y

Insert here the set of "<OrderQtyData>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 376 ComplianceID N
=> 58 Text N
=> 354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

=> 355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

60 TransactTime Y

Time this order request was initiated/released by the trader, trading system, or intermediary.

<MessageTrailer> Y

 

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